BNP Paribas Put 38 INTC 20.09.2024
/ DE000PC1B1L1
BNP Paribas Put 38 INTC 20.09.202.../ DE000PC1B1L1 /
| 2024-06-19 10:21:11 AM |
Chg.-0.200 |
Bid10:39:29 AM |
Ask10:39:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.980EUR |
-2.79% |
7.030
Bid Size: 8,000 |
7.100
Ask Size: 8,000 |
Intel Corporation |
38.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1B1L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.86 |
| Intrinsic value: |
6.86 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
6.86 |
| Time value: |
0.26 |
| Break-even: |
28.27 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.28% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-3.24 |
| Rho: |
-0.08 |
Quote data
| Open: |
6.900 |
| High: |
7.070 |
| Low: |
6.900 |
| Previous Close: |
7.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.97% |
| 1 Month |
|
|
+15.37% |
| 3 Months |
|
|
+249.00% |
| YTD |
|
|
+402.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.300 |
6.920 |
| 1M High / 1M Low: |
7.540 |
5.920 |
| 6M High / 6M Low: |
7.630 |
1.360 |
| High (YTD): |
2024-05-10 |
7.630 |
| Low (YTD): |
2024-01-25 |
1.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.995 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.660 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.14% |
| Volatility 6M: |
|
167.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
